market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
- - - - 0 0 0 0 0 0 - -
27/01/2021 3.53% 0.26 0.27 200,000 50,000 184,312 50,000 51,319 14,460 99.89% 99.89%
26/01/2021 3.07% 0.32 0.33 160,000 50,000 161,857 50,000 51,869 16,561 100.00% 100.00%
25/01/2021 3.37% 0.26 0.27 200,000 50,000 176,420 50,000 51,534 15,173 100.00% 100.00%
22/01/2021 3.27% 0.31 0.32 170,000 50,000 171,553 50,000 51,653 15,588 100.00% 100.00%
21/01/2021 2.94% 0.33 0.34 160,000 50,000 153,630 50,000 51,441 17,403 100.00% 100.00%
20/01/2021 3.21% 0.26 0.27 200,000 50,000 168,528 50,000 51,730 15,922 100.00% 100.00%
19/01/2021 2.65% 0.35 0.36 150,000 50,000 139,562 50,000 51,945 19,201 98.64% 98.64%
18/01/2021 1.61% 0.64 0.65 80,000 50,000 84,306 50,000 52,014 31,407 100.00% 100.00%
15/01/2021 1.76% 0.59 0.60 90,000 50,000 90,926 50,000 51,324 28,731 100.00% 100.00%

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